+1,330.5%
WDC vs PTC
-2.9%
+1,333.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.0% | +11.9% | +6.4% |
| 7D | +1.7% | -10.3% | +12.0% | +2.8% |
| 30D | -10.0% | +1.1% | -11.1% | -10.5% |
| 3M | -18.8% | +1.6% | -20.4% | -18.6% |
| 6M | +79.0% | -13.5% | +92.5% | +90.0% |
| YTD | +171.6% | -19.1% | +190.6% | +196.0% |
| 1Y | +417.4% | -33.9% | +451.3% | +529.9% |
| All | +1,330.5% | -2.9% | +1,333.4% | +1,138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling